+394.9%
IWM vs VEU
+192.1%
+202.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.2% |
| 7D | +0.1% | +1.1% | -1.1% | -1.0% |
| 30D | -1.3% | +2.2% | -3.4% | -3.2% |
| 3M | +1.6% | +3.0% | -1.4% | -1.3% |
| 6M | +13.6% | +10.9% | +2.7% | +2.8% |
| YTD | +20.8% | +18.2% | +2.6% | +2.9% |
| 1Y | +26.4% | +28.3% | -1.9% | 0.0% |
| 3Y | +60.7% | +74.6% | -13.9% | -4.0% |
| 5Y | +38.2% | +56.4% | -18.2% | -8.1% |
| 10Y | +169.5% | +153.0% | +16.5% | +19.0% |
| All | +394.9% | +192.1% | +202.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling